+2,080.1%
LLY vs HL
+132.4%
+1,947.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.1% | +1.3% |
| 7D | +6.7% | -11.1% | +17.9% | +7.1% |
| 30D | +19.6% | -12.1% | +31.6% | +20.0% |
| 3M | +19.7% | -26.1% | +45.8% | +20.6% |
| 6M | +42.7% | -37.7% | +80.5% | +44.4% |
| YTD | +35.1% | -31.7% | +66.8% | +35.9% |
| 1Y | +42.2% | -11.6% | +53.8% | +41.7% |
| 3Y | +140.8% | +249.6% | -108.9% | +127.8% |
| 5Y | +480.6% | +108.5% | +372.1% | +453.4% |
| All | +2,080.1% | +132.4% | +1,947.7% | +1,851.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling